CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1365-0 |
1360-0 |
-5-0 |
-0.4% |
1350-0 |
| High |
1374-0 |
1381-0 |
7-0 |
0.5% |
1374-0 |
| Low |
1360-0 |
1359-0 |
-1-0 |
-0.1% |
1340-4 |
| Close |
1362-0 |
1381-0 |
19-0 |
1.4% |
1362-0 |
| Range |
14-0 |
22-0 |
8-0 |
57.1% |
33-4 |
| ATR |
16-1 |
16-4 |
0-3 |
2.6% |
0-0 |
| Volume |
49,012 |
43,274 |
-5,738 |
-11.7% |
277,210 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1439-5 |
1432-3 |
1393-1 |
|
| R3 |
1417-5 |
1410-3 |
1387-0 |
|
| R2 |
1395-5 |
1395-5 |
1385-0 |
|
| R1 |
1388-3 |
1388-3 |
1383-0 |
1392-0 |
| PP |
1373-5 |
1373-5 |
1373-5 |
1375-4 |
| S1 |
1366-3 |
1366-3 |
1379-0 |
1370-0 |
| S2 |
1351-5 |
1351-5 |
1377-0 |
|
| S3 |
1329-5 |
1344-3 |
1375-0 |
|
| S4 |
1307-5 |
1322-3 |
1368-7 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1459-3 |
1444-1 |
1380-3 |
|
| R3 |
1425-7 |
1410-5 |
1371-2 |
|
| R2 |
1392-3 |
1392-3 |
1368-1 |
|
| R1 |
1377-1 |
1377-1 |
1365-1 |
1384-6 |
| PP |
1358-7 |
1358-7 |
1358-7 |
1362-5 |
| S1 |
1343-5 |
1343-5 |
1358-7 |
1351-2 |
| S2 |
1325-3 |
1325-3 |
1355-7 |
|
| S3 |
1291-7 |
1310-1 |
1352-6 |
|
| S4 |
1258-3 |
1276-5 |
1343-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1381-0 |
1348-0 |
33-0 |
2.4% |
13-2 |
1.0% |
100% |
True |
False |
52,882 |
| 10 |
1381-0 |
1334-0 |
47-0 |
3.4% |
13-1 |
1.0% |
100% |
True |
False |
45,253 |
| 20 |
1395-0 |
1334-0 |
61-0 |
4.4% |
13-1 |
0.9% |
77% |
False |
False |
47,350 |
| 40 |
1395-0 |
1281-0 |
114-0 |
8.3% |
11-5 |
0.8% |
88% |
False |
False |
38,308 |
| 60 |
1395-0 |
1224-0 |
171-0 |
12.4% |
11-1 |
0.8% |
92% |
False |
False |
31,715 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.3% |
11-2 |
0.8% |
94% |
False |
False |
26,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1474-4 |
|
2.618 |
1438-5 |
|
1.618 |
1416-5 |
|
1.000 |
1403-0 |
|
0.618 |
1394-5 |
|
HIGH |
1381-0 |
|
0.618 |
1372-5 |
|
0.500 |
1370-0 |
|
0.382 |
1367-3 |
|
LOW |
1359-0 |
|
0.618 |
1345-3 |
|
1.000 |
1337-0 |
|
1.618 |
1323-3 |
|
2.618 |
1301-3 |
|
4.250 |
1265-4 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1377-3 |
1376-5 |
| PP |
1373-5 |
1372-3 |
| S1 |
1370-0 |
1368-0 |
|